The S&P 500 was positive seven of those 10 trading days (70 percent), with an average return of 0.47 percent.

The best performing sector in the S&P on these days—far and away—has been Financials, with an average percent return on those 10 days of 1.4 percent. However, that sector only traded up 60 percent of the time, but had several years where Financials rocketed up on that day.

For example, on May 7, 2009, Financials were up 7.4 percent, another day when Nonfarm Payrolls exceeded expectations by more than 80,000 jobs. That was also the day Fed Chairman Ben Bernanke gave a speech at the Federal Reserve in Chicago on lessons from the financial crisis, which may have also influenced Financials.

The most consistent outperformer on those 10 days were Industrials, which were up 90 percent of the time, for an average gain of 1.0 percent.